I understand unsafe code is more appropriate to access things like the Windows API and do unsafe type castings than to write more performant code, but I would like to ask yo
A good example is image manipulations. Modifying the Pixels by using a pointer to their bytes (which requires unsafe code) is quite a bit faster.
Example: http://www.gutgames.com/post/Using-Unsafe-Code-for-Faster-Image-Manipulation.aspx
That being said, for most scenarios, the difference wouldn't be as noticeable. So before you use unsafe code, profile your application to see where the performance bottlenecks are and test whether unsafe code is really the solution to make it faster.